Burst of social unrest tests emerging market risk models

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A wave of social unrest across developing countries this year has caught many in...

LONDON - A wave of social unrest across developing countries this year has caught many investors off-guard and is challenging models designed to gauge political risk for investors, prompting some to pull money out.

The sharp market reaction has forced even seasoned money managers who pride themselves on an ability to navigate political risks often inherent in emerging markets to rethink. Some asset prices have seen sharp collapses. Lebanon’s bonds trade at less than half their face value, Hong Kong stocks have tumbled around 13% since April and Chile’s peso hit record lows.

Chile was an exception to the recent pattern of unrest, which tends to happen in the “fragile middle” nations which are semi-autocracies or weak democracies, said James Lockhart Smith, head of financial sector risk at Verisk Maplecroft. “Most Middle East countries have very young populations, high income inequality, so we’re avoiding places like Jordan and Oman which have similar demographics to places like Lebanon and Iraq,” said Allianz’s House.BNP Paribas Asset Management, with 436 billion euros in assets under management, was already mostly out of Bolivia and Venezuela before events escalated thanks to its own assessment matrix, said Bryan Carter, head of emerging market fixed income.

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